+14.5%
TFC vs APTV
-69.9%
+84.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.1% |
| 7D | -1.3% | -1.2% | -0.1% | -0.9% |
| 30D | -2.3% | -10.6% | +8.3% | +1.4% |
| 3M | +2.5% | -35.0% | +37.5% | +18.1% |
| 6M | +9.5% | -38.9% | +48.4% | +27.3% |
| YTD | +5.1% | -41.5% | +46.6% | +23.6% |
| 1Y | +15.5% | -45.8% | +61.3% | +39.6% |
| 3Y | +95.2% | -55.7% | +150.9% | +147.7% |
| 5Y | +14.5% | -70.1% | +84.6% | +68.3% |
| All | +14.5% | -69.9% | +84.3% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling